Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620830.0259 | 400324.5637 | 220505.4622 | 3554859.31 | 2905317.8514 | 649541.4586 |
Total P&L (%) | 620.83 | 400.3246 | 220.5055 | 3554.8593 | 2905.3179 | 649.5415 |
Avg Daily Profit (%) | 0.3663 | 0.2362 | 0.1301 | 0.2126 | 0.201 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107538 | -100355 | -95889 | -1695527 | -594199 | -1170258 |
Profit Factor | 1.4979 | 1.6376 | 1.3562 | 1.7946 | 2.2874 | 1.293 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 179 | 91 | 88 | 179 | 91 | 88 |
Losing Trades | 238 | 118 | 120 | 238 | 118 | 120 |
Profitability (%) | 42.9257 | 43.5407 | 42.3077 | 42.9257 | 43.5407 | 42.3077 |
Ratio Avg Win / Avg Loss | 1.9916 | 2.1234 | 1.8494 | 2.3862 | 2.9661 | 1.7632 |
Largest Winning Trade | 88819 | 88819 | 49656 | 1044775 | 1044775 | 453475 |
Largest Losing Trade | -26033 | -18851 | -26033 | -283984 | -244326 | -283984 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5050 | 2449 | 2601 | 5050 | 2449 | 2601 |
Profit Streak | 28.5274 | 36.5274 | 28.5274 | 28.5274 | 36.5274 | 28.5274 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474487 | 391370 | -18493 | 463156 | 440679 | -33378 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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